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In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan

Assigning resources in business processes execution is a repetitive task that can be effectively automated. However, different automation methods may give varying results that may not be optimal. Proper resource allocation is crucial as it…

Machine Learning · Computer Science 2021-04-02 Kamil Żbikowski , Michał Ostapowicz , Piotr Gawrysiak

Convex clustering, a convex relaxation of k-means clustering and hierarchical clustering, has drawn recent attentions since it nicely addresses the instability issue of traditional nonconvex clustering methods. Although its computational…

Methodology · Statistics 2019-01-01 Binhuan Wang , Yilong Zhang , Will Wei Sun , Yixin Fang

This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…

Optimization and Control · Mathematics 2026-04-28 Boou Jiang , Jongho Park , Jinchao Xu

Existing compartmental models in epidemiology are limited in terms of optimizing the resource allocation to control an epidemic outbreak under disease growth uncertainty. In this study, we address this core limitation by presenting a…

Applications · Statistics 2021-02-24 Xuecheng Yin , I. Esra Buyuktahtakin

In this paper, we introduce a novel approach for optimal resource allocation with frequency reuse for users with elastic and inelastic traffic in cellular networks. In our model, we represent users' applications running on different user…

Networking and Internet Architecture · Computer Science 2016-10-25 Ahmed Abdelhadi , T. Charles Clancy

We optimize resource allocation to enable communication security in simultaneous wireless information and power transfer (SWIPT) for internet-of-things (IoT) networks. The resource allocation algorithm design is formulated as a non-convex…

Information Theory · Computer Science 2017-01-30 Elena Boshkovska , Nikola Zlatanov , Linglong Dai , Derrick Wing Kwan Ng , Robert Schober

In this paper, a sparsity-aware adaptive algorithm for distributed learning in diffusion networks is developed. The algorithm follows the set-theoretic estimation rationale. At each time instance and at each node of the network, a closed…

Information Theory · Computer Science 2015-06-03 Symeon Chouvardas , Konstantinos Slavakis , Yannis Kopsinis , Sergios Theodoridis

Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we focus on cases when only a limited information on the…

Optimization and Control · Mathematics 2022-02-15 Simge Küçükyavuz , Ruiwei Jiang

We aim to design a fairness-aware allocation approach to maximize the geographical diversity and avoid unfairness in the sense of demographic disparity. During the development of this work, the COVID-19 pandemic is still spreading in the…

Optimization and Control · Mathematics 2026-05-12 Hadis Anahideh , Lulu Kang , Nazanin Nezami

In this paper, we consider the resource allocation problem in a network with a large number of connections which are used by a huge number of users. The resource allocation problem under discussion is a maximization problem with linear…

Optimization and Control · Mathematics 2021-02-09 Anastasiya Ivanova , Dmitry Pasechnyuk , Pavel Dvurechensky , Alexander Gasnikov , Evgeniya Vorontsova

Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and rare occurrence of such events, however, impose severe…

Optimization and Control · Mathematics 2022-01-11 Shanyin Tong , Anirudh Subramanyam , Vishwas Rao

Recent wildfires in the United States have resulted in loss of life and billions of dollars, destroying countless structures and forests. Fighting wildfires is extremely complex. It is difficult to observe the true state of fires due to…

Artificial Intelligence · Computer Science 2020-10-16 Tina Diao , Samriddhi Singla , Ayan Mukhopadhyay , Ahmed Eldawy , Ross Shachter , Mykel Kochenderfer

Reference information plays an essential role for making decisions under uncertainty, yet may vary across multiple data sources. In this paper, we study resource allocation in stochastic dynamic environments, where we perform information…

Optimization and Control · Mathematics 2024-11-05 Yanru Guo , Bo Zhou , Ruiwei Jiang , Xi , Yang , Siqian Shen

We present a new approach for random sampling of contingency tables of any size and constraints based on a recently introduced $\textit{probabilistic divide-and-conquer}$ technique. A simple exact sampling algorithm is presented for…

Statistics Theory · Mathematics 2016-03-01 Stephen DeSalvo , James Y. Zhao

Mobile Edge Computing (MEC) enables rich services in close proximity to the end users to provide high quality of experience (QoE) and contributes to energy conservation compared with local computing, but results in increased communication…

Networking and Internet Architecture · Computer Science 2020-03-31 Mingxiong Zhao , Jun-Jie Yu , Wen-Tao Li , Di Liu , Shaowen Yao , Wei Feng , Changyang She , Tony Q. S. Quek

We consider the problem of assigning or allocating resources to a set of jobs. We consider the case when the resources are fungible, that is, the job can be done with any mix of the resources, but with different efficiencies. In our…

Optimization and Control · Mathematics 2021-04-20 Akshay Agrawal , Stephen Boyd , Deepak Narayanan , Fiodar Kazhamiaka , Matei Zaharia

We propose a sparse regression method based on the non-concave penalized density power divergence loss function which is robust against infinitesimal contamination in very high dimensionality. Present methods of sparse and robust regression…

Methodology · Statistics 2021-05-18 Abhik Ghosh , Subhabrata Majumdar

We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a…

Machine Learning · Statistics 2016-05-26 Jialei Wang , Mladen Kolar , Nathan Srebro , Tong Zhang

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang